Trading Metrics calculated at close of trading on 16-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,878.75 |
1,860.00 |
-18.75 |
-1.0% |
1,867.25 |
High |
1,881.00 |
1,868.25 |
-12.75 |
-0.7% |
1,891.00 |
Low |
1,851.75 |
1,854.00 |
2.25 |
0.1% |
1,851.75 |
Close |
1,860.00 |
1,867.25 |
7.25 |
0.4% |
1,867.25 |
Range |
29.25 |
14.25 |
-15.00 |
-51.3% |
39.25 |
ATR |
18.02 |
17.75 |
-0.27 |
-1.5% |
0.00 |
Volume |
7,000 |
3,785 |
-3,215 |
-45.9% |
18,348 |
|
Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,906.00 |
1,900.75 |
1,875.00 |
|
R3 |
1,891.75 |
1,886.50 |
1,871.25 |
|
R2 |
1,877.50 |
1,877.50 |
1,869.75 |
|
R1 |
1,872.25 |
1,872.25 |
1,868.50 |
1,875.00 |
PP |
1,863.25 |
1,863.25 |
1,863.25 |
1,864.50 |
S1 |
1,858.00 |
1,858.00 |
1,866.00 |
1,860.50 |
S2 |
1,849.00 |
1,849.00 |
1,864.75 |
|
S3 |
1,834.75 |
1,843.75 |
1,863.25 |
|
S4 |
1,820.50 |
1,829.50 |
1,859.50 |
|
|
Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,987.75 |
1,966.75 |
1,888.75 |
|
R3 |
1,948.50 |
1,927.50 |
1,878.00 |
|
R2 |
1,909.25 |
1,909.25 |
1,874.50 |
|
R1 |
1,888.25 |
1,888.25 |
1,870.75 |
1,887.00 |
PP |
1,870.00 |
1,870.00 |
1,870.00 |
1,869.25 |
S1 |
1,849.00 |
1,849.00 |
1,863.75 |
1,847.50 |
S2 |
1,830.75 |
1,830.75 |
1,860.00 |
|
S3 |
1,791.50 |
1,809.75 |
1,856.50 |
|
S4 |
1,752.25 |
1,770.50 |
1,845.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,891.00 |
1,851.75 |
39.25 |
2.1% |
16.75 |
0.9% |
39% |
False |
False |
3,669 |
10 |
1,891.00 |
1,847.25 |
43.75 |
2.3% |
17.50 |
0.9% |
46% |
False |
False |
3,342 |
20 |
1,891.00 |
1,836.75 |
54.25 |
2.9% |
16.25 |
0.9% |
56% |
False |
False |
3,007 |
40 |
1,891.00 |
1,796.50 |
94.50 |
5.1% |
18.75 |
1.0% |
75% |
False |
False |
2,933 |
60 |
1,891.00 |
1,796.50 |
94.50 |
5.1% |
18.25 |
1.0% |
75% |
False |
False |
2,071 |
80 |
1,891.00 |
1,719.25 |
171.75 |
9.2% |
19.25 |
1.0% |
86% |
False |
False |
1,630 |
100 |
1,891.00 |
1,719.25 |
171.75 |
9.2% |
16.75 |
0.9% |
86% |
False |
False |
1,333 |
120 |
1,891.00 |
1,719.25 |
171.75 |
9.2% |
14.50 |
0.8% |
86% |
False |
False |
1,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,928.75 |
2.618 |
1,905.50 |
1.618 |
1,891.25 |
1.000 |
1,882.50 |
0.618 |
1,877.00 |
HIGH |
1,868.25 |
0.618 |
1,862.75 |
0.500 |
1,861.00 |
0.382 |
1,859.50 |
LOW |
1,854.00 |
0.618 |
1,845.25 |
1.000 |
1,839.75 |
1.618 |
1,831.00 |
2.618 |
1,816.75 |
4.250 |
1,793.50 |
|
|
Fisher Pivots for day following 16-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,865.25 |
1,870.50 |
PP |
1,863.25 |
1,869.25 |
S1 |
1,861.00 |
1,868.25 |
|